Volatility Analysis
216.58 -6.30(-2.83%)02/21/2025
Amazon.com, Inc. (AMZN)
For the given dates, AMZN current volatility is at 26.03%.
The 1-Month historical standard deviation is at 5.81.
Amazon.com, Inc. (AMZN)
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Historical Standard Deviation
Period | Value |
1 Week | 4.79 |
20 Days | 6.18 |
1 Month | 5.81 |
3 Months | 9.93 |
100 Days | 18.24 |
6 Months | 20.78 |
Year-to-date | 7.14 |
1 Year | 19.90 |
3 Years | 39.36 |
5 Years | 33.65 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2025 | -35.26 | 45.84 | -35.26 | 45.84 | 5.29 | ||||||||||
2024 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | -61.18 | 132.51 | 20.73 | |||
Summary | |||||||||||||||
Avg Returns (%) | -35.26 | 45.84 | nan | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | -61.18 | 132.51 | nan |
Max Pos Return (%) | -35.26 | 45.84 | 0.00 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | 0.00 | 132.51 | 16.43 |
Max Neg Return (%) | -35.26 | 45.84 | 0.00 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | 0.00 | 132.51 | 16.43 |
Pos Occurences (%) | 0 | 100 | nan | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | nan | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | nan |